Asset Elasticities and Currency Risk Transfer
收藏NBER2025-09-01 更新2025-09-27 收录
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https://www.nber.org/papers/w34275
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资源简介：
We use administrative security-level data from the U.S. and Euro Area (EA) portfolios to estimate asset demand and supply elasticities by exploiting exogenous variation in bond-specific currency wedges. Employing a Bartik-style shift-share identification approach, we document extensive heterogeneity
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美国国家经济研究局创建时间：
2025-09-01
